Devil May Cry 5 walkthrough/SM03

Location
On Mission 04: V, the player is able to collect two Nidhogg Hatchlings. The first one is unmissable immediately after the bridge section. The second one is found on the streets, in the first battle in that area, there is a wall that can be destroyed by spawning Nightmare. This will open up a path inside the building which also contains one Blue Orb Fragment, the Nidhogg Hatchling is inside this building.

Now use the two items to open up the passage that's near the end of the mission, which leads towards another building, eventually this path will lead to the Secret Mission area.